+71.5%
SITM vs PENG
+56.5%
+14.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | -0.1% | -2.4% |
| 7D | +6.6% | +13.2% | -6.6% | -0.7% |
| 30D | -15.3% | -29.9% | +14.6% | +2.7% |
| 3M | -35.4% | -22.2% | -13.1% | -27.8% |
| 6M | -46.8% | -1.9% | -44.9% | -51.2% |
| YTD | +25.9% | +142.1% | -116.3% | -36.3% |
| 1Y | +54.0% | +151.5% | -97.5% | -23.8% |
| 3Y | +315.6% | +206.9% | +108.6% | +62.6% |
| All | +71.5% | +56.5% | +14.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling